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INFIMAL CONVOLUTION AND DUALITY IN CONVEX MATHEMATICAL PROGRAMMING.

Authors :
MAHMUDOV, ELIMHAN N.
MARDANOV, MISIR J.
Source :
Proceedings of Institute of Mathematics & Mechanics National Academy of Sciences of Azerbaijan; 2022, Vol. 48 Issue 1, p50-62, 13p
Publication Year :
2022

Abstract

In the paper it is considered a convex programming problem (CPP) with functional and non-functional constraints. In contrast to previous works, in the study of convex optimization problems, we do not deal with the classical approach of perturbations. In particular, thanks to the new representation of the indicator function on a convex set, the successful use of the infimal convolution method in this work plays a key role in proving duality results for problem CPP. Also, we consider a convex mathematical programming problem with inequality and linear equality constraints given by some matrix. In this case, it turns out that the dual cone to the cone of tangent directions coincides with the set of the image of the points of transposed matrix, taken with a minus sign. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
24094986
Volume :
48
Issue :
1
Database :
Complementary Index
Journal :
Proceedings of Institute of Mathematics & Mechanics National Academy of Sciences of Azerbaijan
Publication Type :
Academic Journal
Accession number :
157435177
Full Text :
https://doi.org/10.30546/2409-4994.48.1.2022.50